Dangers of data mining : the case of calendar effects in stock returns
Year of publication: |
2001
|
---|---|
Authors: | Sullivan, Ryan ; Timmermann, Allan ; White, Halbert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 105.2001, 1, p. 249-286
|
Subject: | Kapitaleinkommen | Capital income | Theorie | Theory | Data Mining | Data mining | Effizienzmarkthypothese | Efficient market hypothesis | Bootstrap-Verfahren | Bootstrap approach |
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